A Helper Method for Performing K-Fold Cross Validation

KFoldCrossValidation.cs

private static readonly Random s_rnd = new Random();

/// <summary>
/// Divides numbers from 0 to length - 1 into k random folds.
/// This method is a helper method for K-fold cross validaiton.
/// </summary>
/// <param name="length">The length of the data to fold into k divisions. </param>
/// <param name="k">number of divisions</param>
/// <returns>K arrays of indices. Each of the arrays contain 0-based indices of the 
/// data to be put in each division.</returns>
public static int[][] RandomlyFoldIndices(int length, int k)
{
    var inds = new int[length];

    // initialize indicies
    for (int i = 0; i < length; i++)
    {
        inds[i] = i;
    }

    // now shuffle indicies for 2 times
    for (int st = 0; st < 2; st++)
    {
        for (int i = 0; i < length - 1; i++)
        {
            // r is in [i + 1, length)
            int r = i + 1 + s_rnd.Next(0, length - i - 1);
            int temp = inds[i];
            inds[i] = inds[r];
            inds[r] = temp;
        }
    }

    // now divide the shuffled indices into folds
    var folds = new int[k][];

    int foldLength = length / k;
    int lastFoldLength = length - ((k - 1) * foldLength);

    for (int ki = 0; ki < k; ki++)
    {
        if (ki < k - 1)
        {
            folds[ki] = new int[foldLength];
            Array.Copy(inds, ki * foldLength, folds[ki], 0, foldLength);
        }
        else
        {
            folds[ki] = new int[lastFoldLength];
            Array.Copy(inds, ki * foldLength, folds[ki], 0, lastFoldLength);
        }

        Array.Sort(folds[ki]);
    }

    return folds;
}